%% Specify t Distribution for Innovations
% Create an AR(1) model template and specify iid t-distributed innovations with unknown degrees of freedom. Use the longhand syntax.

Mdl = arima('ARLags',1,'Distribution',"t")

% The degrees of freedom DoF is NaN, which indicates that the degrees of freedom is estimable.
%
% Create the fully specified AR(1) model represented by this equation:
% y_t=0.6y_{t-1}+\varepsilon_t,
% where \varepsilon_t is an iid series of t-distributed random variables with 10 degrees of freedom. Use the longhand syntax.

innovdist = struct('Name',"t",'DoF',10);
Mdl = arima('Constant',0,'AR',{0.6},...
    'Distribution',innovdist)

% Copyright 2019 The MathWorks, Inc.